选股方法,平均PE,平均PB,平均ROE%,平均股息率%,平均营收增长%,平均政策得分,平均改革进展,平均专精得分,平均情绪得分,平均波动率%,国企占比%
综合得分,15.2,1.99,26.8,5.74,44.3,0.573,0.555,0.591,0.420,49.0,34.0
价值因子,12.6,1.68,18.8,6.38,26.6,0.518,0.472,0.472,0.464,49.6,30.0
质量因子,28.7,4.30,31.1,4.11,28.2,0.472,0.541,0.516,0.504,50.6,34.0
成长因子,35.5,4.64,18.8,3.89,71.6,0.441,0.510,0.575,0.563,51.1,28.0
中国特色,34.2,4.66,18.9,4.27,29.1,0.896,0.897,0.872,0.558,56.4,38.0